Search results for: linear fractional differential equations

Authors: Jiya Mohammed, Ibrahim Ismail Giwa

Abstract:

Unsteady squeezing flow of a viscous fluid between parallel plates is considered. The two plates are considered to be approaching each other symmetrically, causing the squeezing flow. Two-dimensional rectangular Cartesian coordinate is considered. The Navier-Stokes equation was reduced using similarity transformation to a single fourth order non-linear ordinary differential equation. The energy equation was transformed to a second order coupled differential equation. We obtained solution to the resulting ordinary differential equations via Homotopy Perturbation Method (HPM). HPM deforms a differential problem into a set of problem that are easier to solve and it produces analytic approximate expression in the form of an infinite power series by using only sixth and fifth terms for the velocity and temperature respectively. The results reveal that the proposed method is very effective and simple. Comparisons among present and existing solutions were provided and it is shown that the proposed method is in good agreement with Variation of Parameter Method (VPM). The effects of appropriate dimensionless parameters on the velocity profiles and temperature field are demonstrated with the aid of comprehensive graphs and tables.

Keywords: coupled differential equation, Homotopy Perturbation Method, plates, squeezing flow

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Authors: Kazim G. Atman, Hüseyin Sirin

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In theoretical physics, nonlocal phenomena has always been subject of debate. However, in the conventional mathematical approach where the developments of the physical systems are investigated by using the standard mathematical tools, nonlocal effects are not taken into account. In order to investigate the nonlocality in quantum mechanics and fractal property of space, fractional derivative operators are employed in this study. In this manner, fractional creation and annihilation operators are introduced and Einstein coefficients are taken into account as an application of concomitant formalism in quantum field theory. Therefore, each energy mode of photons are considered as fractional quantized harmonic oscillator hereby Einstein coefficients are obtained. Nevertheless, wave function and energy eigenvalues of fractional quantum mechanical harmonic oscillator are obtained via the fractional derivative order α which is a measure of the influence of nonlocal effects. In the case α = 1, where space becomes homogeneous and continuous, standard physical conclusions are recovered.

Keywords: Einstein’s Coefficients, Fractional Calculus, Fractional Quantum Mechanics, Nonlocal Theories

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Authors: Eugene Stepanov, Arcady Ponosov

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To model gene regulatory networks one uses ordinary differential equations with switching nonlinearities, where the initial value problem is known to be well-posed if the trajectories cross the discontinuities transversally. Otherwise, the initial value problem is usually ill-posed, which lead to theoretical and numerical complications. In the presentation, it is proposed to apply the theory of hybrid dynamical systems, rather than switched ones, to regularize the problem. 'Hybridization' of the switched system means that one attaches a dynamic discrete component ('automaton'), which follows the trajectories of the original system and governs its dynamics at the points of ill-posedness of the initial value problem making it well-posed. The construction of the automaton is based on the classification of the attractors of the specially designed adjoint dynamical system. Several examples are provided in the presentation, which support the suggested analysis. The method can also be of interest in other applied fields, where differential equations contain switchings, e.g. in neural field models.

Keywords: hybrid dynamical systems, ill-posed problems, singular perturbation analysis, switching nonlinearities

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Authors: Yasser F. Hassan

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In this paper, a proposed model of cellular automata is studied by means of fractional integral function. A cellular automaton is a decentralized computing model providing an excellent platform for performing complex computation with the help of only local information. The paper discusses how using fractional integral function for representing cellular automata memory or state. The architecture of computing and learning model will be given and the results of calibrating of approach are also given.

Keywords: fractional integral, cellular automata, memory, learning

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Authors: Mei-Hsiu Chi, Jyh-Yang Wu, Sheng-Gwo Chen

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The diffusion-reaction equations are important Partial Differential Equations in mathematical biology, material science, physics, and so on. However, finding efficient numerical methods for diffusion-reaction systems on curved surfaces is still an important and difficult problem. The purpose of this paper is to present a convergent geometric method for solving the reaction-diffusion equations on closed surfaces by an O(r)-LTL configuration method. The O(r)-LTL configuration method combining the local tangential lifting technique and configuration equations is an effective method to estimate differential quantities on curved surfaces. Since estimating the Laplace-Beltrami operator is an important task for solving the reaction-diffusion equations on surfaces, we use the local tangential lifting method and a generalized finite difference method to approximate the Laplace-Beltrami operators and we solve this reaction-diffusion system on closed surfaces. Our method is not only conceptually simple, but also easy to implement.

Keywords: closed surfaces, high-order approachs, numerical solutions, reaction-diffusion systems

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Authors: Win Ko Ko, A. N. Temnov

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The problem of nonlinear oscillations of a two-layer liquid completely filling a limited volume is considered. Using two basic asymmetric harmonics excited in two mutually perpendicular planes, ordinary differential equations of nonlinear oscillations of the interface of a two-layer liquid are investigated. In this paper, hydrodynamic coefficients of linear and nonlinear problems in integral relations were determined. As a result, the instability regions of forced oscillations of a two-layered liquid in a cylindrical tank occurring in the plane of action of the disturbing force are constructed, as well as the dynamic instability regions of the parametric resonance for different ratios of densities of the upper and lower liquids depending on the amplitudes of liquids from the excitations frequencies. Steady-state regimes of fluid motion were found in the regions of dynamic instability of the initial oscillation form. The Bubnov-Galerkin method is used to construct instability regions for approximate solution of nonlinear differential equations.

Keywords: nonlinear oscillations, two-layered liquid, instability region, hydrodynamic coefficients, resonance frequency

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Authors: Davood Yazdani Cherati, Ali Pak, Mehrdad Jafarzadeh

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This research contains the formulation of a two-dimensional analytical solution to transient heat, and moisture flow in a semi-infinite unsaturated soil environment under the influence of daily temperature changes. For this purpose, coupled energy conservation and mass fluid continuity equations governing hydrothermal behavior of unsaturated soil media are presented in terms of temperature and volumetric moisture content. In consideration of the soil environment as an infinite half-space and by linearization of the governing equations, Laplace–Fourier transformation is conducted to convert differential equations with partial derivatives (PDEs) to ordinary differential equations (ODEs). The obtained ODEs are solved, and the inverse transformations are calculated to determine the solution to the system of equations. Results indicate that heat variation induces moisture transport in both horizontal and vertical directions.

Keywords: analytical solution, heat conduction, hydrothermal analysis, laplace–fourier transformation, two-dimensional

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Authors: Chi Zhang, Jun Jiang

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Constitutive equations are very important in finite element (FE) modeling, and the accuracy of the material constants in the equations have significant effects on the accuracy of the FE models. A wide range of constitutive equations are available; however, fitting the material constants in the constitutive equations could be complex and time-consuming due to the strong non-linearity and relationship between the constants. This work will focus on the development of a set of unified MATLAB programs for fitting the material constants in the constitutive equations efficiently. Users will only need to supply experimental data in the required format and run the program without modifying functions or precisely guessing the initial values, or finding the parameters in previous works and will be able to fit the material constants efficiently.

Keywords: constitutive equations, FE modelling, MATLAB program, non-linear curve fitting

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Authors: Selahattin Gultekin

Abstract:

Today, in engineering departments, mathematics courses such as calculus, linear algebra and differential equations are generally taught by mathematicians. Therefore, during mathematicians’ classroom teaching there are few or no applications of the concepts to real world problems at all. Most of the times, students do not know whether the concepts or rules taught in these courses will be used extensively in their majors or not. This situation holds true of for all engineering and science disciplines. The general trend toward these mathematic courses is not good. The real-life application of mathematics will be appreciated by students when mathematical modeling of real-world problems are tackled. So, students do not like abstract mathematics, rather they prefer a solid application of the concepts to our daily life problems. The author highly recommends that mathematical modeling is to be taught starting in high schools all over the world In this paper, some mathematical concepts such as limit, derivative, integral, Taylor Series, differential equations and mean-value-theorem are chosen and their applications with graphical representations to real problems are emphasized.

Keywords: applied mathematics, engineering mathematics, mathematical concepts, mathematical modeling

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Authors: Mohamed Suleiman, Zarina Bibi Ibrahim, Nor Ain Azeany, Khairil Iskandar Othman

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In this paper, a class of variable order fully implicit multistep Block Backward Differentiation Formulas (VOBBDF) using uniform step size for the numerical solution of stiff ordinary differential equations (ODEs) is developed. The code will combine three multistep block methods of order four, five and six. The order selection is based on approximation of the local errors with specific tolerance. These methods are constructed to produce two approximate solutions simultaneously at each iteration in order to further increase the efficiency. The proposed VOBBDF is validated through numerical results on some standard problems found in the literature and comparisons are made with single order Block Backward Differentiation Formula (BBDF). Numerical results shows the advantage of using VOBBDF for solving ODEs.

Keywords: block backward differentiation formulas, uniform step size, ordinary differential equations

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Authors: Ebru Dural, M. Zulfu Asık

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Laminated glass is a kind of safety glass, which is made by 'sandwiching' two glass sheets and a polyvinyl butyral (PVB) interlayer in between them. When the glass is broken, the interlayer in between the glass sheets can stick them together. Because of this property, the hazards of sharp projectiles during natural and man-made disasters reduces. They can be widely applied in building, architecture, automotive, transport industries. Laminated glass can easily undergo large displacements even under their own weight. In order to explain their true behavior, they should be analyzed by using large deflection theory to represent nonlinear behavior. In this study, a nonlinear mathematical model is developed for the analysis of laminated glass cylindrical shell which is free in radial directions and restrained in axial directions. The results will be verified by using the results of the experiment, carried out on laminated glass cylindrical shells. The behavior of laminated composite cylindrical shell can be represented by five partial differential equations. Four of the five equations are used to represent axial displacements and radial displacements and the fifth one for the transverse deflection of the unit. Governing partial differential equations are derived by employing variational principles and minimum potential energy concept. Finite difference method is employed to solve the coupled differential equations. First, they are converted into a system of matrix equations and then iterative procedure is employed. Iterative procedure is necessary since equations are coupled. Problems occurred in getting convergent sequence generated by the employed procedure are overcome by employing variable underrelaxation factor. The procedure developed to solve the differential equations provides not only less storage but also less calculation time, which is a substantial advantage in computational mechanics problems.

Keywords: laminated glass, mathematical model, nonlinear behavior, PVB

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Authors: Olusola Ezekiel Abolarin, Gift E. Noah

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This research work considered an innovative procedure to numerically approximate higher-order Initial value problems (IVP) of ordinary differential equations (ODE) using the Legendre polynomial as the basis function. The proposed method is a half-step, self-starting Block integrator employed to approximate fourth and fifth order IVPs without reduction to lower order. The method was developed through a collocation and interpolation approach. The basic properties of the method, such as convergence, consistency and stability, were well investigated. Several test problems were considered, and the results compared favorably with both exact solutions and other existing methods.

Keywords: initial value problem, ordinary differential equation, implicit off-grid block method, collocation, interpolation

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Authors: Anuar Ishak

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The characteristics of fluid flow and heat transfer over a permeable shrinking sheet is studied. The governing partial differential equations are transformed into a set of ordinary differential equations, which are then solved numerically using MATLAB routine boundary value problem solver bvp4c. Numerical results show that dual solutions are possible for a certain range of the suction parameter. A stability analysis is performed to determine which solution is linearly stable and physically realizable.

Keywords: dual solutions, heat transfer, shrinking sheet, stability analysis

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Authors: M. Jamil Amir, Rabia Iqbal, M. Yaseen

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In this paper, we solve some differential equations analytically by using differential transform method. For this purpose, we consider four models of Laplace equation with two Dirichlet and two Neumann boundary conditions and K(2,2) equation and obtain the corresponding exact solutions. The obtained results show the simplicity of the method and massive reduction in calculations when one compares it with other iterative methods, available in literature. It is worth mentioning that here only a few number of iterations are required to reach the closed form solutions as series expansions of some known functions.

Keywords: differential transform method, laplace equation, Dirichlet boundary conditions, Neumann boundary conditions

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Authors: Haowen Xi

Abstract:

We propose and solve exactly a class of non-linear generalization of the Black-Scholes process of stochastic differential equations describing price bubble and crashes dynamics. As a result of nonlinear positive feedback, the faster-than-exponential price positive growth (bubble forming) and negative price growth (crash forming) are found to be the power-law finite-time singularity in which bubbles and crashes price formation ending at finite critical time tc. While most literature on the market bubble and crash process focuses on the nonlinear positive feedback mechanism aspect, very few studies concern the noise level on the same process. The present work adds to the market bubble and crashes literature by studying the external sources noise influence on the critical time tc of the bubble forming and crashes forming. Two main results will be discussed: (1) the analytical expression of expected value of the critical time is found and unexpected critical slowing down due to the coupling external noise is predicted; (2) numerical simulations of the nonlinear stochastic equation is presented, and the probability distribution of Prob(tc) is found to be the inverse gamma function.

Keywords: bubble, crash, finite-time-singular, numerical simulation, price dynamics, stochastic differential equations

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Authors: Deva Kanta Phukan

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An attempt is made where an electrically conducting fluid is injected from a fixed outer cylindrical casing onto an inner moving cylindrical rod. A magnetic field is applied parallel to the axis of the cylindrical rod. The basic governing set of partial differential equations for conservation of mass and momentum are reduced to a set of non-linear ordinary differential equation by introducing similarity transformation, which are integrated numerically. A perturbation solution for the case of large magnetic parameter is derived for constant Reynolds number.

Keywords: annular axi-symmetric stagnation flow, conducting fluid, magnetic field, moving cylinder

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Authors: Norazuwin Najihah Mat Tahir, Fuziyah Ishak, Seripah Awang Kechil

Abstract:

The onset of the convective instability in the horizontal through flow of a power-law nanofluid saturated by porous layer heated from below under the influences of magnetic field are investigated in this study. The linear stability theory is used for the transformation of the partial differential equations to system of ordinary differential equations through infinitesimal perturbations, scaling, linearization and method of normal modes with two-dimensional periodic waves. The system is solved analytically for the closed form solution of the Rayleigh number by using the Galerkin-type weighted residuals method to investigate the onset of both traveling wave and oscillatory convection. The effects of the power-law index, Lewis number and Peclet number on the stability of the system were investigated. The Lewis number stabilizes while the power-law index and Peclet number destabilize the nanofluid system. The system in the presence of magnetic field is more stable than the system in the absence of magnetic field.

Keywords: convection, instability, magnetic field, nanofluid, power-law

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Authors: A. Zerarka, W. Djoudi

Abstract:

We use some fractional transformations to obtain many types of new exact solutions of nonlinear lattice equation. These solutions include rational solutions, periodic wave solutions, and doubly periodic wave solutions.

Keywords: fractional transformations, nonlinear equation, travelling wave solutions, lattice equation

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Authors: U. Sabura Banu, S. K. Lakshmanaprabu

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The improvement of meta-heuristic algorithm encourages control engineer to design an optimal controller for industrial process. Most real-world industrial processes are non-linear multivariable process with high interaction. Even in sub-process unit, thousands of loops are available mostly interacting in nature. Optimal controller design for such process are still challenging task. Closed loop controller design by multiloop PID involves a tedious procedure by performing interaction study and then PID auto-tuning the loop with higher interaction. Finally, detuning the controller to accommodate the effects of the other process variables. Fractional order PID controllers are replacing integer order PID controllers recently. Design of Multiloop Fractional Order (MFO) PID controller is still more complicated. Cuckoo algorithm, a swarm intelligence technique is used to optimally tune the MFO PID controller with easiness minimizing Integral Time Absolute Error. The closed loop performance is tested under servo, regulatory and servo-regulatory conditions.

Keywords: Cuckoo algorithm, mutliloop fractional order PID controller, two Interacting conical tank process

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Authors: Sufyan Muhammad

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Recently, in achieving highly efficient but at the same time highly accurate solutions has become the major target of numerical analyst community. The concept is termed as compact schemes and has gained great popularity and consequently, we construct compact schemes for fourth order parabolic differential equations used to study vibrations in structures. For the superiority of newly constructed schemes, we consider range of examples. We have achieved followings i.e. (a) numerical scheme utilizes minimum number of stencil points (which means new scheme is compact); (b) numerical scheme is highly accurate (which means new scheme is reliable) and (c) numerical scheme is highly efficient (which means new scheme is fast).

Keywords: central finite differences, compact schemes, Bernoulli's equations, finite differences

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Authors: Truong Nguyen Luan Vu, Le Hieu Giang, Le Linh

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The fractional–order proportional integral (FOPI) controller tuning rules based on the fractional calculus for the cascade control system are systematically proposed in this paper. Accordingly, the ideal controller is obtained by using internal model control (IMC) approach for both the inner and outer loops, which gives the desired closed-loop responses. On the basis of the fractional calculus, the analytical tuning rules of FOPI controller for the inner loop can be established in the frequency domain. Besides, the outer loop is tuned by using any integer PI/PID controller tuning rules in the literature. The simulation study is considered for the stable process model and the results demonstrate the simplicity, flexibility, and effectiveness of the proposed method for the cascade control system in compared with the other methods.

Keywords: Bode’s ideal transfer function, fractional calculus, fractional–order proportional integral (FOPI) controller, cascade control system

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Authors: Jiya Mohammed, Tsadu Shuaib, Yusuf Abdulhakeem

Abstract:

The research work focuses on the cases of MHD boundary layer flow past a stretching plate with heat transfer and viscous dissipation. The non-linear of momentum and energy equation are transform into ordinary differential equation by using similarity transformation, the resulting equation are solved using Adomian Decomposition Method (ADM). An attempt has been made to show the potentials and wide range application of the Adomian decomposition method in the comparison with the previous one in solving heat transfer problems. The Pade approximates value (η= 11[11, 11]) is use on the difficulty at infinity. The results are compared by numerical technique method. A vivid conclusion can be drawn from the results that ADM provides highly precise numerical solution for non-linear differential equations. The result where accurate especially for η ≤ 4, a general equating terms of Eckert number (Ec), Prandtl number (Pr) and magnetic parameter ( ) is derived which was used to investigate velocity and temperature profiles in boundary layer.

Keywords: MHD, Adomian decomposition, boundary layer, viscous dissipation

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Authors: Luke Ukpebor, C. E. Abhulimen

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Stiff initial value problems in ordinary differential equations are problems for which a typical solution is rapidly decaying exponentially, and their numerical investigations are very tedious. Conventional numerical integration solvers cannot cope effectively with stiff problems as they lack adequate stability characteristics. In this article, we developed a new family of four-step second derivative exponentially fitted method of order six for the numerical integration of stiff initial value problem of general first order differential equations. In deriving our method, we employed the idea of breaking down the general multi-derivative multistep method into predator and corrector schemes which possess free parameters that allow for automatic fitting into exponential functions. The stability analysis of the method was discussed and the method was implemented with numerical examples. The result shows that the method is A-stable and competes favorably with existing methods in terms of efficiency and accuracy.

Keywords: A-stable, exponentially fitted, four step, predator-corrector, second derivative, stiff initial value problems

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Authors: Ahmed Soltan, Ahmed G. Radwan, Ahmed M. Soliman

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This work aims to generalize the integer order Sallen-Key filters into the fractional-order domain. The analysis in the case of two different fractional-order elements introduced where the general transfer function becomes four terms which are unusual in the conventional case. In addition, the effect of the transfer function parameters on the filter poles and hence the stability is introduced and closed forms for the filter critical frequencies are driven. Finally, different examples of the fractional order Sallen-Key filter design are presented with circuit simulations using ADS where a great matching between the numerical and simulation results is obtained.

Keywords: Sallen-Key, fractance, stability, low-pass filter, analog filter

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Authors: Elmongi Elbellili, Ben Lauwens, Daan Huybrechs

Abstract:

The increasing complexity of modern engineering systems presents a challenge to the digital simulation of these systems which usually can be represented by differential equations. The Linearly Implicit Quantized State System (LIQSS) offers an alternative approach to traditional numerical integration techniques for solving Ordinary Differential Equations (ODEs). This method proved effective for handling discontinuous and large stiff systems. However, the inherent discrete nature of LIQSS may introduce oscillations that result in unnecessary computational steps. The current oscillation detection mechanism relies on a condition that checks the significance of the derivatives, but it could be further improved. This paper describes a different cycle detection mechanism and presents the outcomes using LIQSS order one in simulating the Advection Diffusion problem. The efficiency of this new cycle detection mechanism is verified by comparing the performance of the current solver against the new version as well as a reference solution using a Runge-Kutta method of order14.

Keywords: numerical integration, quantized state systems, ordinary differential equations, stiffness, cycle detection, simulation

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Authors: A. Boulanoir, B. Ould Bouamama, A. Debiane, N. Achour

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The paper deals with robust Fault Detection and isolation with respect to parameter uncertainties based on linear fractional transformation form (LFT) Bond graph. The innovative interest of the proposed methodology is the use only one representation for systematic generation of robust analytical redundancy relations and adaptive residual thresholds for sensibility analysis. Furthermore, the parameter uncertainties are introduced graphically in the bond graph model. The methodology applied to the nonlinear industrial Electro-Mechanical Actuators (EMA) used in avionic systems, has determined first the structural monitorability analysis (which component can be monitored) with given instrumentation architecture with any need of complex calculation and secondly robust fault indicators for online supervision.

Keywords: bond graph (BG), electro mechanical actuators (EMA), fault detection and isolation (FDI), linear fractional transformation (LFT), mechatronic systems, parameter uncertainties, avionic system

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Authors: Abbes Lounis, Kahina Louadj, Mohamed Aidene

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This paper presents an optimal control problem applied to a robot; the problem is to determine a command which makes it possible to reach a final state from a given initial state in record time. The approach followed to solve this optimization problem with constraints on the control starts by presenting the equations of motion of the dynamic system then by applying Pontryagin's maximum principle (PMP) to determine the optimal control, and Picard's successive approximation method combined with the shooting method to solve the resulting differential system.

Keywords: robotics, Pontryagin's Maximum Principle, PMP, Picard's method, shooting method, non-linear differential systems

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Authors: Arun Goel

Abstract:

Prediction of maximum local scour is necessary for the safety and economical design of the bridges. A number of equations have been developed over the years to predict local scour depth using laboratory data and a few pier equations have also been proposed using field data. Most of these equations are empirical in nature as indicated by the past publications. In this paper, attempts have been made to compute local depth of scour around bridge pier in dimensional and non-dimensional form by using linear regression, simple regression and SVM (Poly and Rbf) techniques along with few conventional empirical equations. The outcome of this study suggests that the SVM (Poly and Rbf) based modeling can be employed as an alternate to linear regression, simple regression and the conventional empirical equations in predicting scour depth of bridge piers. The results of present study on the basis of non-dimensional form of bridge pier scour indicates the improvement in the performance of SVM (Poly and Rbf) in comparison to dimensional form of scour.

Keywords: modeling, pier scour, regression, prediction, SVM (Poly and Rbf kernels)

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Authors: Guillermo Manuel Flores Figueroa, Juan Alejandro Vazquez Feijoo, Jose Navarro Antonio

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A continuous nonlinear system response may be obtained by an infinite sum of the so-called Volterra operators. Each operator is obtained from multidimensional convolution of nth-order between the nth-order Volterra kernel and the system input. These operators can also be obtained from the Associated Linear Equations (ALEs) that are linear models of subsystems which inputs and outputs are of the same nth-order. Each ALEs produces a particular nth-Volterra operator. As linear models a unitary impulse response can be obtained from them. This work shows the relationship between this unitary impulse responses and the corresponding order Volterra kernel.

Keywords: Volterra series, frequency response functions FRF, associated linear equations ALEs, unitary response function, Voterra kernel

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Authors: A. S. Gorobtsov, A. S. Polyanina, A. E. Andreev

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The movement of points feet of the anthropomorphous robot in space occurs along some stable trajectory of a known form. A large number of modifications to the methods of control of biped robots indicate the fundamental complexity of the problem of stability of the program trajectory and, consequently, the stability of the control for the deviation for this trajectory. Existing gait generators use piecewise interpolation of program trajectories. This leads to jumps in the acceleration at the boundaries of sites. Another interpolation can be realized using differential equations with fractional derivatives. In work, the approach to synthesis of generators of program trajectories is considered. The resulting system of nonlinear differential equations describes a smooth trajectory of movement having rectilinear sites. The method is based on the theory of an asymptotic stability of invariant sets. The stability of such systems in the area of localization of oscillatory processes is investigated. The boundary of the area is a bounded closed surface. In the corresponding subspaces of the oscillatory circuits, the resulting stable limit cycles are curves having rectilinear sites. The solution of the problem is carried out by means of synthesis of a set of the continuous smooth controls with feedback. The necessary geometry of closed trajectories of movement is obtained due to the introduction of high-order nonlinearities in the control of stabilization systems. The offered method was used for the generation of trajectories of movement of point’s feet of the anthropomorphous robot. The synthesis of the robot's program movement was carried out by means of the inverse method.

Keywords: control, limits cycle, robot, stability

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